+73.4%
PGR vs COPX
+149.4%
-75.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.6% | -2.3% | +1.7% | -0.7% |
| 30D | +4.9% | +0.3% | +4.7% | +5.0% |
| 3M | +7.6% | +6.8% | +0.8% | +8.4% |
| 6M | +8.3% | +7.9% | +0.3% | +9.3% |
| YTD | +1.7% | +23.7% | -22.0% | +2.8% |
| 1Y | -6.8% | +71.5% | -78.4% | -6.1% |
| 3Y | +73.4% | +149.1% | -75.7% | +77.5% |
| All | +73.4% | +149.4% | -75.9% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling